scholarly journals Absolute Continuity of Solutions to Reaction-Diffusion Equations with Multiplicative Noise

Author(s):  
Carlo Marinelli ◽  
Lluís Quer-Sardanyons

AbstractWe prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on L2(G), where G is an open bounded domain in $\mathbb {R}^{d}$ ℝ d with smooth boundary. The equation is driven by a multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a real function that is assumed to be monotone, locally Lipschitz continuous, and growing not faster than a polynomial. The proof, which uses arguments of the Malliavin calculus, crucially relies on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces.

2021 ◽  
pp. 2140012
Author(s):  
Zhang Chen ◽  
Bixiang Wang

This paper deals with invariant measures of fractional stochastic reaction–diffusion equations on unbounded domains with locally Lipschitz continuous drift and diffusion terms. We first prove the existence and regularity of invariant measures, and then show the tightness of the set of all invariant measures of the equation when the noise intensity varies in a bounded interval. We also prove that every limit of invariant measures of the perturbed systems is an invariant measure of the corresponding limiting system. Under further conditions, we establish the ergodicity and the exponentially mixing property of invariant measures.


2021 ◽  
pp. 2240001
Author(s):  
Anhui Gu

In this paper, we investigate the existence and uniqueness of weak pullback mean random attractors for abstract stochastic evolution equations with general diffusion terms in Bochner spaces. As applications, the existence and uniqueness of weak pullback mean random attractors for some stochastic models such as stochastic reaction–diffusion equations, the stochastic [Formula: see text]-Laplace equation and stochastic porous media equations are established.


2019 ◽  
Vol 40 (2) ◽  
pp. 1005-1050 ◽  
Author(s):  
Arnulf Jentzen ◽  
Primož Pušnik

Abstract In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong convergence rates for this approximation method in the case of semilinear stochastic evolution equations with globally monotone coefficients. Our strong convergence result, in particular, applies to a class of stochastic reaction–diffusion partial differential equations.


2006 ◽  
Vol 11 (2) ◽  
pp. 115-121 ◽  
Author(s):  
G. A. Afrouzi ◽  
S. H. Rasouli

The aim of this article is to study the existence of positive weak solution for a quasilinear reaction-diffusion system with Dirichlet boundary conditions,− div(|∇u1|p1−2∇u1) = λu1α11u2α12... unα1n,   x ∈ Ω,− div(|∇u2|p2−2∇u2) = λu1α21u2α22... unα2n,   x ∈ Ω, ... , − div(|∇un|pn−2∇un) = λu1αn1u2αn2... unαnn,   x ∈ Ω,ui = 0,   x ∈ ∂Ω,   i = 1, 2, ..., n,  where λ is a positive parameter, Ω is a bounded domain in RN (N > 1) with smooth boundary ∂Ω. In addition, we assume that 1 < pi < N for i = 1, 2, ..., n. For λ large by applying the method of sub-super solutions the existence of a large positive weak solution is established for the above nonlinear elliptic system.


2011 ◽  
Vol 11 (02n03) ◽  
pp. 301-314 ◽  
Author(s):  
H. CRAUEL ◽  
P. E. KLOEDEN ◽  
MEIHUA YANG

It is shown that a stochastic partial differential equation of the reaction–diffusion type on time-varying domains obtained by a temporally continuous dependent spatially diffeomorphic transformation of a reference domain, which is bounded with a smooth boundary, generates a "partial-random" dynamical system, which has a pathwise nonautonomous pullback attractor.


2018 ◽  
Vol 1 (2) ◽  
pp. 9-31
Author(s):  
Attaullah

In this paper, Laplace Adomian decomposition method (LADM) is applied to solve linear and nonlinear partial differential equations (PDEs). With the help of proposed method, we handle the approximated analytical solutions to some interesting classes of PDEs including nonlinear evolution equations, Cauchy reaction-diffusion equations and the Klien-Gordon equations.


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